Abstract
A test statistic proposed by Li (1999) for testing the adequacy of heteroscedastic nonlinear regression models using nonparametric kernel smoothers is applied to testing for linearity in generalized linear models. Simulation results for models with centered gamma and inverse Gaussian errors are presented to illustrate the performance of the resulting test compared with log-likelihood ratio tests for specific parametric alternatives. The test is applied to a data set of coronary heart disease status (Hosmer and Lemeshow, 1990).
| Original language | English (US) |
|---|---|
| Pages (from-to) | 339-351 |
| Number of pages | 13 |
| Journal | Journal of Statistical Computation and Simulation |
| Volume | 69 |
| Issue number | 4 |
| State | Published - 2001 |
| Externally published | Yes |
Keywords
- Bandwidth selection
- Fit comparison test
- Kernel smoother
- Quasi-likelihood
ASJC Scopus subject areas
- Applied Mathematics
- Modeling and Simulation
- Statistics and Probability